+316.5%
AMAT vs MSFU
+103.9%
+212.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MSFU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.4% | +5.5% | +5.9% | +9.8% |
| 7D | -1.1% | +14.6% | -15.6% | -4.9% |
| 30D | -26.9% | +2.1% | -29.0% | -27.3% |
| 3M | -31.2% | +14.7% | -45.9% | -34.4% |
| 6M | -14.7% | +55.7% | -70.4% | -28.0% |
| YTD | +44.7% | +7.1% | +37.6% | +37.4% |
| 1Y | +62.0% | -0.5% | +62.5% | +58.4% |
| 3Y | +165.0% | +35.7% | +129.2% | +107.2% |
| All | +316.5% | +103.9% | +212.6% | +148.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MSFU.
Daily Out/Under-Performance
Portfolio return minus MSFU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSFU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MSFU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling